+14,606.5%
DE vs THC
+573.0%
+14,033.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +2.3% | +0.2% | +2.0% | +2.2% |
| 30D | +9.3% | +9.0% | +0.3% | +7.8% |
| 3M | +12.2% | +12.9% | -0.7% | +10.0% |
| 6M | +18.1% | +52.8% | -34.8% | +9.9% |
| YTD | +49.8% | +47.4% | +2.3% | +39.6% |
| 1Y | +46.4% | +47.7% | -1.3% | +36.2% |
| 3Y | +92.5% | +444.7% | -352.1% | +43.3% |
| 5Y | +107.4% | +269.3% | -161.9% | +58.6% |
| 10Y | +784.1% | +1,913.5% | -1,129.5% | +367.3% |
| All | +14,606.5% | +573.0% | +14,033.5% | +6,448.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling